The Quant Cycle
Interesting Paper!
Hey, just want to shoot out a nice paper:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3966127
I took some notes:
Bull reversal --> Beaten down stocks rally --> good for all factors.
Bear reversals --> Crashes of growth stocks --> mixed results for value (so be the hell carefull now, even with value, protect your positions with a short!).
Inflation: m…
Keep reading with a 7-day free trial
Subscribe to Trading for a sub 1 Million Account to keep reading this post and get 7 days of free access to the full post archives.